portfolio_results_ts: Realized and paper results

portfolio_results_tsR Documentation

Realized and paper results

Description

Results obtained by means of portfolio_compute on the data sets investor and marketprices with time_series_DE = TRUE.

Usage

portfolio_results_ts

Format

A data frame with 19 rows and 6 variables:

investor

id of the investor

datetime

timestamp of the last operation

DEts_count

Partial disposition effect computed at time t

DETs_count

Complete disposition effect computed after updating at time t

DEts_value

Partial disposition difference computed at time t

DETs_value

Complete disposition difference computed after updating at time t


dispositionEffect documentation built on May 30, 2022, 9:05 a.m.